Journal of Econometrics 2002: Vol 107 Table of Contents

3 Pages·2002·0.38 MB·English

ANNALS OF ECONOMETRICS
INFORMATION AND ENTROPY
ECONOMETRICS
edited by
Amos Golan
Contents
A. Golan, Information and Entropy Econometrics— Editor's View
E.S. Soofi and J.J. Retzer, Information indices: unification and
applications
A. Zeliner, Information processing and Bayesian analysis
A.K. Bera and Y. Bilias, The MM, ME, ML, EL, EF and GMM
approaches to estimation: a synthesis
G.W. Imbens and R. Spady, Confidence intervals in generalized
method of moments models
J.J.S. Ramalho and R.J. Smith, Generalized empirical likelihood non
nested tests
M. van Akkeren, G. Judge and R. Mittelhammer, Generalized
moment based estimation and inference
A. Nevo, Sample selection and information-theoretic alternatives to
GMM
Y. Kitamura and M. Stutzer, Connections between entropic and linear
projections in asset pricing estimation
J.-Y. Kim, Limited information likelihood and Bayesian analysis
A. Golan and J.M. Perloff, Comparison of maximum entropy and
higher-order entropy estimators
A.W. Gregory, J.-F. Lamarche and G.W. Smith, Information-theoretic
estimation of preference parameters: macroeconomic applications
and simulation evidence
J.T. LaFrance, T.K.M. Beatty, R.D. Pope and G.K. Agnew, Information
theoretic measures of the income distribution in food demand
D.J. Miller and W.-H. Liu, On the recovery of joint distributions from
limited information
K. Karantininis, Information-based estimators for the non-stationary
transition probability matrix: an application to the Danish pork
industry
E. Maasoumi and J. Racine, Entropy and predictability of stock
market returns
A. Ullah, Uses of entropy and divergence measures for evaluating
econometric approximations and inference
J.O. Ramsay and J.B. Ramsey, Functional data analysis of the
dynamics of the monthly index of nondurable goods production
A. van Soest, M. Das and X. Gong, A structural labour supply model
with flexible preferences
Author index to volume 107